+125.1%
NU vs THC
+253.4%
-128.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | +6.0% | -2.6% | +8.6% | +6.5% |
| 30D | +10.8% | -1.2% | +11.9% | +10.9% |
| 3M | +32.2% | +58.9% | -26.8% | +18.0% |
| 6M | +5.1% | +9.3% | -4.2% | +2.2% |
| YTD | -8.4% | +30.4% | -38.8% | -15.2% |
| 1Y | +0.7% | +34.6% | -33.9% | -8.0% |
| 3Y | +125.1% | +246.7% | -121.6% | +58.9% |
| All | +125.1% | +253.4% | -128.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling